Institute of Mathematical Statistics and Actuarial Science


  • I. Steinwart and J. F. Ziegel (2017)
    Strictly proper kernel scores and characteristic kernels on compact spaces [arXiv]
  • T. Fissler and J. F. Ziegel (2017)
    Order-Sensitivity and Equivariance of Scoring Functions [arXiv]
  • A. Patton, J. F. Ziegel, R. Chen (2017)
    Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) [arXiv]
  • J. F. Ziegel, F. Krüger, A. Jordan, F. Fasciati (2017)
    Murphy Diagrams: Forecast Evaluation of Expected Shortfall [arXiv]
  • M. Hofert and J. F. Ziegel (2017)
    Tilted Archimedean copulas
  • I. T. Andersen and J. F. Ziegel (2014)
    2D non-uniform systematic sampling [CSGB report]
  • J. Ziegel and P. Hall (2010)
    Improving the performance of estimators based on systematic sampling